Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise (Q2857511)
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scientific article; zbMATH DE number 6222214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise |
scientific article; zbMATH DE number 6222214 |
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Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise (English)
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4 November 2013
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spectral factorization
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smoothing
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prediction
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coloured noiserandom signals
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random noise
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linear least-squares estimation
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optimal filter
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0.85119367
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0.84492505
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0.8423106
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0.83850574
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0.83742654
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0.8338178
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0.8315903
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0.82880324
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